Consider the problem of sending a binary message, 0 or 1, through asignal channel consisting of several stages, where transmissionthrough each stage is subject to a fixed probability of erroralpha. Suppose that X0=0 is the signal that is sent and let Xn bethe signal that is received at the nth state. Assume that {Xn} is aMarkov chain with transition probabilities P00=1-alpha, P01=alpha, P10=beta andP11=1-beta

(a) determine P{X0,X1=0,X2=0}, the probability that no error occurup to stage n=2

My guess is that we need to find; P(X0=0)*P(X1=0|X0=0)*P(X2=0|X1=0)

But how do i find P(X0=0)?